代码如下:
#对数似然函数
L=function(lambda1,lambda2,x){
for(i in 1:length(x)){
logl=0
logl=logl+(0.5*log(2)-0.5*log(pi)-((x[i])^2)/2+log(pnorm(lambda1*(x[i])/((1+lambda2*(x[i])^2))^(1/2))))
}
return(logl)
}
#基于frontier数据集参数估计
hist(frontier,freq=F)
lines(density(frontier))
estimater=optim(par=c(2,5),L,x=frontier,hessian=T)
运行后提示:
Error in pnorm(lambda1 * (x[i])/((1 + lambda2 * (x[i])^2))^(1/2)) :
argument "lambda2" is missing, with no default